JamesTang
0121cb6097
- Basic Flask backend with mock metrics API - Bootstrap/Chart.js frontend dashboard - Displays key metrics: PnL, drawdown, win rate - Interactive charts and auto-refresh - Ready for integration with real data sources
70 lines
2.1 KiB
Python
70 lines
2.1 KiB
Python
#!/usr/bin/env python3
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"""
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Simple dashboard server for Quantitative Trading Platform.
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Provides mock metrics for PnL, drawdown, and win rate.
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"""
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from flask import Flask, render_template, jsonify
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import random
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from datetime import datetime, timedelta
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app = Flask(__name__)
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def generate_mock_metrics():
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"""Generate realistic mock trading metrics."""
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# Simulate daily PnL over last 30 days
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end_date = datetime.now()
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start_date = end_date - timedelta(days=30)
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daily_pnl = []
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current_pnl = 0
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for i in range(30):
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day_pnl = random.uniform(-500, 1500)
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current_pnl += day_pnl
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daily_pnl.append({
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'date': (start_date + timedelta(days=i)).strftime('%Y-%m-%d'),
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'pnl': round(day_pnl, 2),
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'cumulative': round(current_pnl, 2)
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})
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# Calculate derived metrics
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total_pnl = current_pnl
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peak = max([d['cumulative'] for d in daily_pnl])
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trough = min([d['cumulative'] for d in daily_pnl])
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max_drawdown = round(abs(trough - peak), 2) if peak > 0 else 0
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# Win rate (percentage of profitable days)
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profitable_days = sum(1 for d in daily_pnl if d['pnl'] > 0)
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win_rate = round(profitable_days / len(daily_pnl) * 100, 1)
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# Current portfolio value (simulated)
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portfolio_value = 100000 + total_pnl
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return {
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'total_pnl': round(total_pnl, 2),
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'daily_pnl': daily_pnl,
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'max_drawdown': max_drawdown,
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'win_rate': win_rate,
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'portfolio_value': round(portfolio_value, 2),
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'peak': round(peak, 2),
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'trough': round(trough, 2),
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'last_updated': end_date.isoformat()
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}
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@app.route('/')
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def dashboard():
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"""Serve the dashboard HTML page."""
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return render_template('dashboard.html')
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@app.route('/api/metrics')
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def metrics():
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"""API endpoint returning current metrics."""
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return jsonify(generate_mock_metrics())
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@app.route('/health')
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def health():
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"""Health check endpoint."""
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return jsonify({'status': 'healthy', 'timestamp': datetime.now().isoformat()})
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if __name__ == '__main__':
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app.run(host='0.0.0.0', port=5000, debug=True) |